+88.0%
VTR vs BBWI
-68.8%
+156.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +0.1% |
| 7D | -2.9% | -4.4% | +1.5% | -2.5% |
| 30D | -2.8% | -7.4% | +4.6% | -2.2% |
| 3M | +9.0% | -2.2% | +11.2% | +8.8% |
| 6M | +5.0% | -16.3% | +21.3% | +6.0% |
| YTD | +16.9% | -9.1% | +26.1% | +16.6% |
| 1Y | +34.3% | -34.5% | +68.8% | +38.3% |
| 3Y | +131.6% | -47.0% | +178.5% | +137.3% |
| 5Y | +88.0% | -68.8% | +156.8% | +104.2% |
| All | +88.0% | -68.8% | +156.8% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling